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Table Visualization¶

Out[13]:
  category codeCOT futures latest deltaW zscore3M zscore6M
0 equities 13874A E-MINI S&P 500 -50,897 79,697 0.147895 0.094954
1 equities 1170E1 VIX FUTURES -5,067 1,446 1.514836 1.946302
2 equities 239742 RUSSELL E-MINI 22,147 20,092 1.608097 2.329825
3 equities 12460+ DJIA Consolidated 15,438 2,376 1.439603 0.944062
4 equities 209742 NASDAQ MINI 20,810 -5,612 0.582170 1.161270
5 equities 240741 NIKKEI STOCK AVERAGE 0 0 0.000000 0.000000
6 rates 043602 UST 10Y NOTE -1,018,025 13,901 -1.268418 -1.875256
7 rates 044601 UST 5Y NOTE -1,546,801 12,888 0.999978 -0.375469
8 rates 042601 UST 2Y NOTE -1,054,006 -27,369 0.726517 0.143109
9 rates 020601 UST BOND -150,502 -58,495 -2.771277 -3.229421
10 rates 045601 FED FUNDS 215,860 37,053 2.363167 2.224223
11 rates 132741 EURODOLLARS-3M 0 0 0.000000 0.000000
12 currencies 098662 USD INDEX 950 -840 -2.382368 -0.974995
13 currencies 097741 JAPANESE YEN 64,063 7,933 1.082663 1.777104
14 currencies 099741 EURO FX 86,748 2,203 0.755425 1.250083
15 currencies 096742 BRITISH POUND 93,996 26,191 0.097021 0.810459
16 currencies 232741 AUSTRALIAN DOLLAR -9,425 29,791 0.625806 1.085382
17 currencies 090741 CANADIAN DOLLAR -66,834 8,450 1.314483 0.920524
18 currencies 095741 MEXICAN PESO 12,289 4,481 -1.616019 -1.615196
19 currencies 112741 NZ DOLLAR -1,458 432 -0.212684 -0.065667
20 currencies 092741 SWISS FRANC -20,612 -2,577 0.968142 1.393071
21 commodities 133741 BITCOIN -1,669 -565 -1.936261 -2.047099
22 commodities 06765T BRENT LAST DAY -31,760 -7,390 -2.429922 -1.543867
23 commodities 088691 GOLD 313,939 6,175 1.577526 2.114940
24 commodities 085692 COPPER- #1 34,905 13,638 0.420221 -0.254606
25 commodities 023651 NAT GAS NYME -90,504 -1,152 -0.074535 0.587341
26 commodities 111659 GASOLINE RBOB 30,564 13,795 0.382438 -0.542080
27 commodities 022651 NY HARBOR ULSD -15,656 -1,685 -2.071075 -2.769260
28 commodities 084691 SILVER 61,403 5,071 1.841554 2.006291
29 commodities 076651 PLATINUM 25,287 3,648 1.202048 0.998641
30 commodities 002602 CORN -63,793 -3,065 1.340723 1.179360
31 commodities 005602 SOYBEANS -81,184 41,890 2.483860 1.027815
32 commodities 001602 WHEAT-SRW -17,717 485 1.715132 1.303460
33 commodities 001612 WHEAT-HRW -11,335 -3,087 1.397983 1.008753
34 commodities 057642 LIVE CATTLE 67,947 8,825 -0.391955 -0.500780
35 commodities 054642 LEAN HOGS 62,762 15,167 1.963489 0.470480
36 commodities 080732 SUGAR NO. 11 123,393 57,448 2.382316 2.327277
37 commodities 033661 COTTON NO. 2 -11,382 10,994 1.615341 -0.248942
38 commodities 083731 COFFEE C 65,311 -1,843 -0.026449 -0.119701
39 commodities 073732 COCOA 30,126 2,717 2.381232 2.297704
40 commodities 040701 FRZN CONCENTRATED ORANGE JUICE 4,128 253 1.254713 0.744242

Plotting plotly¶

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